Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322253.0566 | 316432.8316 | 5820.2251 | -59996.0339 | 133848.8792 | -193844.9132 |
Total P&L (%) | 322.2531 | 316.4328 | 5.8202 | -59.996 | 133.8489 | -193.8449 |
Avg Daily Profit (%) | 0.202 | 0.1983 | 0.0036 | -0.0574 | 0.0533 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173209 | -128010 | -116232 | -238051 | -167370 | -214554 |
Profit Factor | 1.4948 | 1.9069 | 1.0193 | 0.9129 | 1.415 | 0.4711 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 53.4091 | 45.4545 | 61.3636 | 53.4091 | 45.4545 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.304 | 2.2882 | 0.6418 | 0.7964 | 1.6981 | 0.2966 |
Largest Winning Trade | 263331 | 263331 | 62486 | 190421 | 190421 | 20880 |
Largest Losing Trade | -64451 | -46513 | -64451 | -169335 | -103374 | -169335 |
Avg Bars in Trades | 53 | 42 | 64 | 53 | 42 | 64 |
Avg Bars in Winners | 71 | 62 | 79 | 71 | 62 | 79 |
Avg Bars in Losers | 32 | 25 | 41 | 32 | 25 | 41 |
Bars Traded | 4696 | 1851 | 2845 | 4696 | 1851 | 2845 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345202 | 342643 | -553207 | -580101 | -121614 | -579246 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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